+51.5%
DOCN vs OKE
+31.9%
+19.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +8.3% |
| 7D | -12.8% | -7.1% | -5.7% | -15.3% |
| 30D | -41.9% | -3.2% | -38.7% | -42.4% |
| 3M | -36.9% | +0.6% | -37.5% | -36.2% |
| 6M | -52.2% | +3.3% | -55.5% | -51.0% |
| YTD | +62.7% | +22.8% | +39.9% | +73.2% |
| All | +51.5% | +31.9% | +19.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling